+111.5%
WDAY vs TRGP
+868.8%
-757.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -10.5% | -0.6% | -10.0% | -10.5% |
| 30D | +2.1% | +10.0% | -7.9% | +0.1% |
| 3M | +34.6% | +7.6% | +27.0% | +32.0% |
| 6M | +29.9% | +26.8% | +3.1% | +23.0% |
| YTD | -13.8% | +60.6% | -74.4% | -22.4% |
| 1Y | -18.3% | +82.5% | -100.8% | -28.5% |
| 3Y | -26.2% | +265.0% | -291.2% | -44.6% |
| 5Y | -30.8% | +645.9% | -676.7% | -55.3% |
| All | +111.5% | +868.8% | -757.3% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling